A Portfolio Approach to Risk Reduction in Discretely Rebalanced Option Hedges (Q2783994)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Portfolio Approach to Risk Reduction in Discretely Rebalanced Option Hedges |
scientific article |
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A Portfolio Approach to Risk Reduction in Discretely Rebalanced Option Hedges (English)
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17 April 2002
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option pricing
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discrete rebalancing
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market efficiency
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transaction costs
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